ARIMA model forecast based on EViews software

Abstract

Time series is a series of data obtained in chronological order. Future values of most time series can be forecasted according to current values and past values. The EViews software is a software package specifically designed to process time series data. Autoregressive Integrated Moving Average (ARIMA) model, a time series forecast method, can be achieved with the EViews software. Based on the EViews software, the forecast procedure with ARIMA model is illustrated in this work. As an example, the Gross Domestic Product (GDP) of China is forecasted from 2016 to 2018.